CME British Pound Future December 2017
| Trading Metrics calculated at close of trading on 31-Oct-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2017 |
31-Oct-2017 |
Change |
Change % |
Previous Week |
| Open |
1.3150 |
1.3223 |
0.0073 |
0.6% |
1.3210 |
| High |
1.3234 |
1.3307 |
0.0073 |
0.6% |
1.3298 |
| Low |
1.3140 |
1.3209 |
0.0069 |
0.5% |
1.3088 |
| Close |
1.3219 |
1.3301 |
0.0082 |
0.6% |
1.3141 |
| Range |
0.0094 |
0.0098 |
0.0004 |
4.3% |
0.0210 |
| ATR |
0.0109 |
0.0108 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
97,537 |
116,128 |
18,591 |
19.1% |
573,635 |
|
| Daily Pivots for day following 31-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3566 |
1.3532 |
1.3355 |
|
| R3 |
1.3468 |
1.3434 |
1.3328 |
|
| R2 |
1.3370 |
1.3370 |
1.3319 |
|
| R1 |
1.3336 |
1.3336 |
1.3310 |
1.3353 |
| PP |
1.3272 |
1.3272 |
1.3272 |
1.3281 |
| S1 |
1.3238 |
1.3238 |
1.3292 |
1.3255 |
| S2 |
1.3174 |
1.3174 |
1.3283 |
|
| S3 |
1.3076 |
1.3140 |
1.3274 |
|
| S4 |
1.2978 |
1.3042 |
1.3247 |
|
|
| Weekly Pivots for week ending 27-Oct-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.3806 |
1.3683 |
1.3257 |
|
| R3 |
1.3596 |
1.3473 |
1.3199 |
|
| R2 |
1.3386 |
1.3386 |
1.3180 |
|
| R1 |
1.3263 |
1.3263 |
1.3160 |
1.3220 |
| PP |
1.3176 |
1.3176 |
1.3176 |
1.3154 |
| S1 |
1.3053 |
1.3053 |
1.3122 |
1.3010 |
| S2 |
1.2966 |
1.2966 |
1.3103 |
|
| S3 |
1.2756 |
1.2843 |
1.3083 |
|
| S4 |
1.2546 |
1.2633 |
1.3026 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.3307 |
1.3088 |
0.0219 |
1.6% |
0.0114 |
0.9% |
97% |
True |
False |
119,727 |
| 10 |
1.3307 |
1.3088 |
0.0219 |
1.6% |
0.0105 |
0.8% |
97% |
True |
False |
112,502 |
| 20 |
1.3363 |
1.3048 |
0.0315 |
2.4% |
0.0105 |
0.8% |
80% |
False |
False |
115,265 |
| 40 |
1.3695 |
1.3048 |
0.0647 |
4.9% |
0.0117 |
0.9% |
39% |
False |
False |
113,166 |
| 60 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0104 |
0.8% |
55% |
False |
False |
75,696 |
| 80 |
1.3695 |
1.2822 |
0.0873 |
6.6% |
0.0100 |
0.8% |
55% |
False |
False |
56,802 |
| 100 |
1.3695 |
1.2663 |
0.1032 |
7.8% |
0.0098 |
0.7% |
62% |
False |
False |
45,474 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.3724 |
|
2.618 |
1.3564 |
|
1.618 |
1.3466 |
|
1.000 |
1.3405 |
|
0.618 |
1.3368 |
|
HIGH |
1.3307 |
|
0.618 |
1.3270 |
|
0.500 |
1.3258 |
|
0.382 |
1.3246 |
|
LOW |
1.3209 |
|
0.618 |
1.3148 |
|
1.000 |
1.3111 |
|
1.618 |
1.3050 |
|
2.618 |
1.2952 |
|
4.250 |
1.2793 |
|
|
| Fisher Pivots for day following 31-Oct-2017 |
| Pivot |
1 day |
3 day |
| R1 |
1.3287 |
1.3267 |
| PP |
1.3272 |
1.3232 |
| S1 |
1.3258 |
1.3198 |
|